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KeltnerPRO - Jared (By keltnerpro )

Zisk +5645.75%
Max. propad 58.74%
Pipy: 4744.8
Obchody 1003
Výhra
Ztráta
Typ Reálný
Finanční páka: 1:100
Obchodování Neznámý
HardWorker
Apr 16 2017 at 07:26
4 zpráv(a,y)
Hi, keltnerpro.

Why no trade from 02.17.2017 to now? what is wrong with the EA of KeltnerPRO?

Art of Trader (M725179)
Apr 28 2017 at 11:10
12 zpráv(a,y)
the strategy is so volatility

I think Keltnerpro would confuse on the EA strategy as well

vocasla
Jun 27 2017 at 06:29
35 zpráv(a,y)
Issues of volatility can be ironed out by implementing 3 simple things:

1) Only allowing 1 trade per pair at a time
2) Keeping to fixed lots and only increase lots (manually) at new equity highs
3) Adding more currency pairs and at different time frames

To continue making this EA work smoothly (as is the case for me) - I've added/modified the following pairs/timeframes (they've all been backtested):

AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15

Lot sizing will need to be re-adjusted as well as there are duplicate pairs (i.e. EURUSD, GBPUSD, and USDCHF) plus they all perform at different frequencies and profitabilities, historically speaking (this is optional).

For a $10k start balance, lot sizes could be:

AUDUSD = 0.12
EURGBP = 0.12
EURUSD = 0.02 (0.02*2=0.04)
GBPUSD = 0.02 (0.02*2=0.04)
NZDUSD = 0.12
USDCHF = 0.02 (0.02*2=0.04)
USDJPY = 0.12

Of course, one could just stick to the standard fixed 0.01 lot per $1k rule to keep things simple.

*Note: there's probably a few more timeframes / currency pairs that could work to create a great combo (i.e. H1 timeframe, SGD currency pair). You'll need to perform your own backtests to check if they are satisfactory to your preferences.

Here's a portfolio backtest (max drawdown hovers around ~10%):






Příloha


If at first you don't succeed, try again so your failure will be statistically significant.
Ozzie Matt (aeronthomas)
Jul 06 2017 at 09:46
1557 zpráv(a,y)
vocasla posted:
Issues of volatility can be ironed out by implementing 3 simple things:

1) Only allowing 1 trade per pair at a time
2) Keeping to fixed lots and only increase lots (manually) at new equity highs
3) Adding more currency pairs and at different time frames

To continue making this EA work smoothly (as is the case for me) - I've added/modified the following pairs/timeframes (they've all been backtested):

AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15

Lot sizing will need to be re-adjusted as well as there are duplicate pairs (i.e. EURUSD, GBPUSD, and USDCHF) plus they all perform at different frequencies and profitabilities, historically speaking (this is optional).

For a $10k start balance, lot sizes could be:

AUDUSD = 0.12
EURGBP = 0.12
EURUSD = 0.02 (0.02*2=0.04)
GBPUSD = 0.02 (0.02*2=0.04)
NZDUSD = 0.12
USDCHF = 0.02 (0.02*2=0.04)
USDJPY = 0.12

Of course, one could just stick to the standard fixed 0.01 lot per $1k rule to keep things simple.

*Note: there's probably a few more timeframes / currency pairs that could work to create a great combo (i.e. H1 timeframe, SGD currency pair). You'll need to perform your own backtests to check if they are satisfactory to your preferences.

Here's a portfolio backtest (max drawdown hovers around ~10%):







Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?

FXtrader2010
Jul 06 2017 at 19:21
724 zpráv(a,y)
aeronthomas posted:
vocasla posted:
Issues of volatility can be ironed out by implementing 3 simple things:

1) Only allowing 1 trade per pair at a time
2) Keeping to fixed lots and only increase lots (manually) at new equity highs
3) Adding more currency pairs and at different time frames

To continue making this EA work smoothly (as is the case for me) - I've added/modified the following pairs/timeframes (they've all been backtested):

AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15

Lot sizing will need to be re-adjusted as well as there are duplicate pairs (i.e. EURUSD, GBPUSD, and USDCHF) plus they all perform at different frequencies and profitabilities, historically speaking (this is optional).

For a $10k start balance, lot sizes could be:

AUDUSD = 0.12
EURGBP = 0.12
EURUSD = 0.02 (0.02*2=0.04)
GBPUSD = 0.02 (0.02*2=0.04)
NZDUSD = 0.12
USDCHF = 0.02 (0.02*2=0.04)
USDJPY = 0.12

Of course, one could just stick to the standard fixed 0.01 lot per $1k rule to keep things simple.

*Note: there's probably a few more timeframes / currency pairs that could work to create a great combo (i.e. H1 timeframe, SGD currency pair). You'll need to perform your own backtests to check if they are satisfactory to your preferences.

Here's a portfolio backtest (max drawdown hovers around ~10%):







Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?
i dunno seems pretty good to me. Not many investments can achieve such great of a return with such low risk,

vocasla
Jul 07 2017 at 05:57
35 zpráv(a,y)
aeronthomas posted:

Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?


Leverage was set to fixed lot in order to show the underlying performance and minimize visual bias i.e. observe that the Stability factor = 0.89. With auto-lot function, the net gain in percent would be higher than that, with greater drawdown. I didn't show here the compound annual growth rate (CAGR).

Also note, I didn't do any analysis of winrate changes over time, either. So the statistical analysis above is fairly limited.

I merely wanted to show stability over time up to the present.

If at first you don't succeed, try again so your failure will be statistically significant.
Ozzie Matt (aeronthomas)
Jul 12 2017 at 11:09
1557 zpráv(a,y)
vocasla posted:
aeronthomas posted:

Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?


Leverage was set to fixed lot in order to show the underlying performance and minimize visual bias i.e. observe that the Stability factor = 0.89. With auto-lot function, the net gain in percent would be higher than that, with greater drawdown. I didn't show here the compound annual growth rate (CAGR).

Also note, I didn't do any analysis of winrate changes over time, either. So the statistical analysis above is fairly limited.

I merely wanted to show stability over time up to the present.
Okay that explains it. Yes with compounding and increasing lot sizes it would be very interesting to see results.

vocasla
Jul 18 2017 at 06:57
35 zpráv(a,y)
Here's a more comprehensive list of pairs:

AUDCHF M30,
AUDNZD M5,
AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15, GBPUSD M30, GBPUSD H1
GBPSGD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15, USDJPY M30

If at first you don't succeed, try again so your failure will be statistically significant.
FXbrokertester (vgasper)
Jul 26 2017 at 14:36
89 zpráv(a,y)
This is the right picture of this EA: https://www.myfxbook.com/members/forexgermany/keltnerpro/983876

Thanks to the trader who is putting all results online...

Im writing about my experiences, so yours can be different ;)
alasdeaguila12
Jul 28 2017 at 19:49
18 zpráv(a,y)
thanks for share list of pairs etc, gbpusd looks very bad eurusd / usdchf in forexgermany looks better, Anyone can recommend good breakout from mql5?

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